Abstract Objectives Due to the significant mortality and morbidity consequences of the coronavirus disease 2019 (COVID-19) pandemic among older adults, these individuals were urged to avoid going out in public and socializing with others, among other major disruptions to daily life. While these significant and often unavoidable disruptions have been shown to bear consequences for mental health, less attention has been devoted to behavioral changes, such as changes to sleeping or eating due to the COVID-19 pandemic, and their implications for emotional well-being. Methods We utilized data from a nationally representative survey of Medicare beneficiaries (aged 65 and older), which was administered between June and October 2020 (n = 3,122). We examine the relationship between self-reported changes to daily behaviors (e.g., sleep, drinking alcohol, and exercise) and emotional impacts of the COVID-19 pandemic (i.e., feelings of depression and anxiety about the COVID-19 pandemic) using stepwise hierarchical multivariable Poisson regression. Results We found that worse sleep quality, sleeping more or less, watching more television, and walking less were associated with more feelings of depression and anxiety about the COVID-19 pandemic. Discussion Previous research has shown a connection between the significant and often unavoidable disruptions to daily life due to the COVID-19 pandemic (e.g., sheltering in place) and adverse mental health symptoms. Less attention has been paid to potentially modifiable behaviors, such as sleep and exercise. Our findings highlight the behavioral changes associated with adverse emotional impacts among older adults during the COVID-19 pandemic. Future research may evaluate whether behavioral interventions may aim to attenuate the impact of pandemics on daily, modifiable behaviors to buffer against adverse emotional impacts.